im sleeping in my step daughters bed

i woke up pretty early this morning on my own. it's 5:35 am. 30 minutes ago I decided to go through my fiance's phone for the first time in months. what I found I can't believe. he's cheated on me with two women. he goes to work early. sometimes he goes in at 3 am as long it's no later than 7 am. I was really starting to trust him. I stopped nagging about passwords bc I just got fed up. I got engaged 3 weeks ago. I just found out I'm pregnant yesterday. and I can't stop crying bc I don't know where I went wrong. we have sex everyday almost. I can't lay beside him bc I can't stop thinking of the girls he slept with. I don't know what to do. I just want to leave but I know if I go to my parents they'll really despise him and be mad I allowed to get pregnant by him. I'm just sad.